+769.3%
ENTG vs XPO
+1,266.4%
-497.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -6.0% | -4.8% |
| 7D | +15.2% | +9.0% | +6.2% | +10.8% |
| 30D | -3.6% | +4.2% | -7.8% | -5.4% |
| 3M | -10.0% | -8.7% | -1.3% | -6.0% |
| 6M | +1.8% | -2.8% | +4.5% | +3.2% |
| YTD | +75.5% | +41.9% | +33.6% | +49.5% |
| 1Y | +82.4% | +42.3% | +40.1% | +54.9% |
| 3Y | +58.5% | +127.3% | -68.8% | +6.1% |
| 5Y | +0.4% | +306.4% | -306.0% | -50.5% |
| All | +769.3% | +1,266.4% | -497.1% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling